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Citations for "Best Linear Unbiased Interpolation, Distribution, and Extrapolation of Time Series by Related Series"

by Chow, Gregory C & Lin, An-loh

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Cited by (explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.):
  1. Fabio Panetta, 2001. "The Stability of the Relation between the Stock Market and Macroeconomic Forces," Temi di discussione (Economic working papers) 393, Bank of Italy, Economic Research Department. [Downloadable!]
  2. Assenmacher-Wesche, Katrin & Gerlach, Stefan, 2008. "Ensuring Financial Stability: Financial Structure and the Impact of Monetary Policy on Asset Prices," CEPR Discussion Papers 6773, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
    Other versions:
  3. Alexandre Chailloux & Alain Durré & Bernard Laurens, 2009. "Requirements for Using Interest Rates as an Operating Target for Monetary Policy:The Case of Tunisia," IMF Working Papers 09/149, International Monetary Fund. [Downloadable!]
  4. Evans, Martin D, 2005. "Where Are We Now? Real-Time Estimates of the Macroeconomy," MPRA Paper 831, University Library of Munich, Germany. [Downloadable!]
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  5. Tommaso Proietti, 2004. "On the Estimation of Nonlinearly Aggregated Mixed Models," Econometrics 0411012, EconWPA. [Downloadable!]
  6. Ben S. Bernanke & Ilian Mihov, 1995. "Measuring Monetary Policy," NBER Working Papers 5145, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  7. Victor Zarnowitz, 1987. "The Regularity of Business Cycles," NBER Working Papers 2381, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  8. Elena Angelini & Massimiliano Marcellino, 2007. "Econometric analyses with backdated data - unified Germany and the euro area," Working Paper Series 752, European Central Bank. [Downloadable!]
  9. Lars Peter Hansen & Thomas J. Sargent, 1982. "Formulating and estimating continuous time rational expectations models," Staff Report 75, Federal Reserve Bank of Minneapolis. [Downloadable!]
  10. Fernando Lorenzo & Rosa Osimani & Patricio Valenzuela, 2005. "The Elasticity of Substitution in Demand for Non-Tradable Goods in Uruguay," RES Working Papers 3171, Inter-American Development Bank, Research Department. [Downloadable!]
  11. Nijman, Th. & Palm, F.C., 1984. "Missing observations in a quarterly model for the aggregate labor market in the Netherlands," Serie Research Memoranda 0013, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics. [Downloadable!]
  12. David Norman & Thomas Walker, 2004. "Co-movement of Australian State Business Cycles," RBA Research Discussion Papers rdp2004-09, Reserve Bank of Australia. [Downloadable!]
  13. Elena Márquez de la Cruz, 2004. "Una propuesta para la elaboración de series de gasto en consumo por tipo de consumo para el caso español," Documentos de trabajo de la Facultad de Ciencias Económicas y Empresariales 04-02, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales. [Downloadable!]
  14. Declan Curran & Michael Funke, 2006. "Taking the Temperature - Forecasting GDP Growth for Mainland China," Quantitative Macroeconomics Working Papers 20606, Hamburg University, Department of Economics. [Downloadable!]
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  15. Byeongchan Seong & Sung K. Ahn & Peter A. Zadrozny, 2007. "Cointegration Analysis with Mixed-Frequency Data," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
  16. William H. Branson, 1983. "A Model of Exchange-Rate Determination with Policy Reaction: Evidence From Monthly Data," NBER Working Papers 1178, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  17. Gerdesmeier, Dieter & Roffia, Barbara, 2004. "Taylor rules for the euro area : the issue of real-time data," Discussion Paper Series 1: Economic Studies 2004,37, Deutsche Bundesbank, Research Centre. [Downloadable!]
  18. Michael Ehrmann, 2000. "Comparing monetary policy transmission across European countries," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 136(1), pages 58-83, March. [Downloadable!] (restricted)
  19. Jorg Scheibe, 2003. "The Chinese Output Gap During the Reform Period 1978-2002," Economics Series Working Papers 179, University of Oxford, Department of Economics. [Downloadable!]
  20. Stulz, Jonas, 2007. "Exchange rate pass-through in Switzerland: Evidence from vector autoregressions," Economic Studies 2007-4, Swiss National Bank. [Downloadable!]
  21. Robert B. Litterman, 1983. "A random walk, Markov model for the distribution of time series," Staff Report 84, Federal Reserve Bank of Minneapolis. [Downloadable!]
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  22. Vincent Bouvatier, 2007. "Hot Money Inflows and Monetary Stability in China: How the People's Bank of China Took up the Challenge," Money Macro and Finance (MMF) Research Group Conference 2006 161, Money Macro and Finance Research Group. [Downloadable!]
  23. Franklin D. Berger & Keith R. Phillips, 1995. "A new quarterly output measure for Texas," Economic and Financial Policy Review, Federal Reserve Bank of Dallas, issue Q III, pages 16-23. [Downloadable!]
  24. D. Aristei & Luca Pieroni, 2008. "Cointegration Rank Test and Long Run Specification: A Note on the Robustness of Structural Demand Systems," Discussion Papers 0809, University of the West of England, Department of Economics. [Downloadable!]
  25. Ben S. Bernanke & Henning Bohn & Peter C. Reiss, 1985. "Alternative Nonnested Specification Tests of Time Series Investment Models," NBER Technical Working Papers 0049, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  26. John C. Robertson & Ellis W. Tallman, 1999. "Vector autoregressions: forecasting and reality," Economic Review, Federal Reserve Bank of Atlanta, issue Q1, pages 4-18. [Downloadable!]
  27. Cecilia Frale & David Veredas, 2008. "A Monthly Volatility Index for the US Economy," ECARES Working Papers 2008_008, Université Libre de Bruxelles, Ecares. [Downloadable!]
  28. Michele Cavallo & Tao Wu, 2006. "Measuring oil-price shocks using market-based information," Working Paper Series 2006-28, Federal Reserve Bank of San Francisco. [Downloadable!]
  29. Jamie Gascoigne & Paul Turner, 2003. "Asymmetries in Bank of England Monetary Policy," Working Papers 2003007, The University of Sheffield, Department of Economics, revised Aug 2003. [Downloadable!]
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  30. Harris Dellas & Martin K. Hess, 2000. "Financial Development and the Sensitivity of Stock Markets to External Influences," Working Papers 00.06, Swiss National Bank, Study Center Gerzensee. [Downloadable!]
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  31. Meyler, Aidan, 1999. "The Non-Accelerating Inflation Rate of Unemployment (NAIRU) in a Small Open Economy: The Irish Context," Research Technical Papers 5/RT/99, Central Bank & Financial Services Authority of Ireland (CBFSAI). [Downloadable!]
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  32. Michele P. Cavallo, 2005. "Government employment and the dynamic effects of fiscal policy shocks," Working Papers in Applied Economic Theory 2005-16, Federal Reserve Bank of San Francisco. [Downloadable!]
  33. Donna K. Ginther & Madeline Zavodny, 2001. "The Beige Book: Timely information on the regional economy," Economic Review, Federal Reserve Bank of Atlanta, issue Q3, pages 19-29. [Downloadable!]
  34. Elisa Keller, 2007. "Classical and Bayesian Methods for the VAR Analysis: International Comparisons," Rivista di Politica Economica, SIPI Spa, vol. 97(6), pages 149-202, November-. [Downloadable!]
  35. Ricardo Sanz, 1983. "Desagregación Temporal de Series Económicas," Cuadernos de Economía (Latin American Journal of Economics), Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 20(59), pages 85-100. [Downloadable!]
  36. V. Guerrero & J. Martínez, 1995. "A recursive ARIMA-based procedure for disaggregating a time series variable using concurrent data," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer, vol. 4(2), pages 359-376, December. [Downloadable!] (restricted)
  37. Guinnane, Timothy W. & Ogilvie, Sheilagh, 2008. "Institutions and Demographic Responses to Shocks: Wurttemberg, 1634-1870," Working Papers 44, Yale University, Department of Economics. [Downloadable!]
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  38. Viv Hall & John McDermott, 2007. "A Quarterly Post-World War II Real GDP Series for New Zealand," Working Papers 07_13, Motu Economic and Public Policy Research. [Downloadable!]
  39. Annick Bruggeman & Marie Donnay, 2003. "A monthly monetary model with banking intermediation for the euro area," Working Paper Series 264, European Central Bank. [Downloadable!]
  40. Kim Kowalewski & Gary Smith, 1979. "The Spending Behavior of Wealth- and Liquidity-Constrained Consumers," Cowles Foundation Discussion Papers 536, Cowles Foundation, Yale University. [Downloadable!]
  41. Hasan Bakhshi & Nicholas Oulton & Jamie Thompson, . "Modelling investment when relative prices are trending: theory and evidence for the United Kingdom," Bank of England working papers 189, Bank of England. [Downloadable!]
  42. Javier J. Pérez & Diego J. Pedregal, 2008. "Should quarterly government finance statistics be used for fiscal surveillance in Europe?," Working Paper Series 937, European Central Bank. [Downloadable!]
  43. Lopez, Rigoberto A. & Azzam, Azzeddine M. & Liron-Espana, Carmen, 2001. "Market Power and/or Efficiency: An Application to U.S. Food Processing," Research Reports 25160, University of Connecticut, Food Marketing Policy Center. [Downloadable!]
  44. Matthew D. Shapiro, 1987. "Capital Utilization and Capital Accumulation: Theory and Evidence," NBER Working Papers 1900, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  45. Eugenio Martínez & Raúl Mejía & Eliseo Pérez Stable, 2008. "Elasticity of cigarette demand in Argentina: An empirical analysis using vector error-correction model," Working Papers 1, Instituto de Estudios Laborales y del Desarrollo Económico (IELDE) - Universidad Nacional de Salta - Facultad de Ciencias Económicas, Jurídicas y Sociales. [Downloadable!]
  46. Katrin Assenmacher-Wesche & Stefan Gerlach, 2008. "Financial Structure and the Impact of Monetary Policy on Asset Prices," CFS Working Paper Series 2008/30, Center for Financial Studies. [Downloadable!]
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  47. Emanuel Mönch & Harald Uhlig, 2003. "Towards a Monthly Business Cycle Chronology for the Euro Area," SFB 649 Discussion Papers SFB649DP2005-023, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany, revised Apr 2005. [Downloadable!]
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  48. Viv B. Hall & C. John McDermott, 2006. "The New Zealand Business Cycle: Return To Golden Days?," CAMA Working Papers 2006-21, Australian National University, Centre for Applied Macroeconomic Analysis. [Downloadable!]
  49. Vincent Bouvatier, 2006. "Hot money inflows in China : How the people's bank of China took up the challenge," Cahiers de la Maison des Sciences Economiques bla06011, Université Panthéon-Sorbonne (Paris 1). [Downloadable!]
  50. Hong-Ghi Min & Judy Mcdonald, 1993. "The Portfolio-Balance Model Of Exchange Rates: Short-Run Behavior And Forecasting (The Korean Won/U. S. Dollar Case)," International Economic Journal, Korean International Economic Association, vol. 7(4), pages 75-87, December. [Downloadable!] (restricted)
  51. Vincent Bouvatier, 2006. "Hot Money Inflows in China : How the People's Bank of China Took up the Challenge," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00111153_v1, HAL. [Downloadable!]
  52. Nicholas Oulton & Sylaja Srinivasan, . "Capital stocks, capital services, and depreciation: an integrated framework," Bank of England working papers 192, Bank of England. [Downloadable!]
  53. Christian Müller, 2006. "Testing Temporal Disaggregation," KOF Working papers 06-134, KOF Swiss Economic Institute, ETH Zurich. [Downloadable!]
  54. Ana María Cerro & José Pineda, 2002. "Latin American growth cycles. Empirical evidence: 1960 - 2000," Estudios de Economia, University of Chile, Department of Economics, vol. 29(1 Year 20), pages 89-108, June. [Downloadable!]
  55. Bernd Hayo, 1998. "Money-Output Granger Causality Revisited: An Empirical Analysis of EU Countries," Macroeconomics 9809009, EconWPA. [Downloadable!]
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  56. Ekkehard Ernst & Gang Gong & Willi Semmler & Lina Bukeviciute, 2006. "Quantifying the impact of structural reforms," Working Paper Series 666, European Central Bank. [Downloadable!]
  57. De Loubens, A. & Idier, J. & Jardet, C., 2007. "Determinants of long-term interest rates in the United States and the euro area: A multivariate approach," Documents de Travail 170, Banque de France. [Downloadable!]
  58. Lupi, Claudio & Peracchi, Franco, 2003. "The limits of statistical information: How important are GDP revisions in Italy?," Economics & Statistics Discussion Papers esdp03005, University of Molise, Dept. SEGeS. [Downloadable!]
  59. Marcellino, Massimiliano, 2005. "Pooling-based data interpolation and backdating," CEPR Discussion Papers 5295, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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  60. Peter Hayes & Paul Turner, 2003. "Estimating Quarterly GDP for the Interwar UK Economy: An Application to the Employment Function," Working Papers 2003003, The University of Sheffield, Department of Economics, revised Mar 2003. [Downloadable!]
  61. Muto, Ichiro, 2007. "Estimating a New Keynesian Phillips Curve with a Corrected Measure of Real Marginal Cost: Evidence in Japan," MPRA Paper 4662, University Library of Munich, Germany. [Downloadable!]
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  62. Campbell Leith & Jim Malley, 2003. "A Sectoral Analysis of Price-Setting Behavior in US Manufacturing Industries," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
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  63. Fernando Lorenzo & Rosa Osimani & Patricio Valenzuela, 2005. "Elasticidad de la sustitución en la demanda de bienes no transables en Uruguay," RES Working Papers 3172, Inter-American Development Bank, Research Department. [Downloadable!]
  64. Dong Fu & Lori L. Taylor & Mine K. Yücel, 2003. "Fiscal policy and growth," Working Papers 03-01, Federal Reserve Bank of Dallas. [Downloadable!]
  65. Thomas Walker & David Norman, 2004. "Co-movement of Australian State Business Cycles," Econometric Society 2004 Australasian Meetings 334, Econometric Society. [Downloadable!]
  66. Alejandro Rodríguez Caro & Santiago Rodríguez Feijoo & Delia Dávila Quintana, 2003. "La trimestralización de variables flujo. Un estudio de simulación de los métodos de desagregación temporal con indicador," Documentos de trabajo conjunto ULL-ULPGC 2003-01, Facultad de Ciencias Económicas de la ULPGC. [Downloadable!]
  67. Locarno, Alberto & Massa, Massimo, 2005. "Monetary Policy Uncertainty and the Stock Market," CEPR Discussion Papers 4828, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
  68. Jonas Fisher, 2004. "Technology Shocks Matter," Econometric Society 2004 North American Winter Meetings 14, Econometric Society. [Downloadable!]
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  69. Ramon Moreno, 1989. "Exchange rates and trade adjustment in Taiwan and Korea," Economic Review, Federal Reserve Bank of San Francisco, issue Spr, pages 30-48. [Downloadable!]
  70. Attilio Zanetti, 2007. "Do Wages Lead Inflation? Swiss Evidence," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 143(I), pages 67-92, March. [Downloadable!]
  71. José Manuel Pavía, 2000. "Desagregación conjunta de series anuales: perturbaciones AR(1) multivariante," Investigaciones Economicas, Fundación SEPI, vol. 24(3), pages 727-737, September. [Downloadable!]
  72. Massimiliano Caporin & Domenico Sartore, 2006. "Methodological aspects of time series back-calculation," Working Papers 2006_56, University of Venice "Ca' Foscari", Department of Economics. [Downloadable!]
  73. M Artis, 2002. "Dating the Business Cycle in Britain," Centre for Growth and Business Cycle Research Discussion Paper Series 17, Economics, The Univeristy of Manchester. [Downloadable!]
  74. Yeo, Junho & Ahn, Sung K. & Holland, David W., 2001. "Labor Market Behavior In Washington: A Cointegration Approach," 2001 Annual meeting, August 5-8, Chicago, IL 20614, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]
  75. Robert J. Gordon, 1983. "Price Inertia and Policy Ineffectiveness in the United States, 1890-1980," NBER Working Papers 0744, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  76. Tommaso Proietti, 2004. "Temporal Disaggregation by State Space Methods: Dynamic Regression Methods Revisited," Econometrics 0411011, EconWPA. [Downloadable!]
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  77. Roque B. Fernández, 1981. "Estimación de Indicadores Económicos de Corto Plazo. Mensualización del Producto Bruto Industrial Argentino," CEMA Working Papers: Serie Documentos de Trabajo. 28, Universidad del CEMA. [Downloadable!]
  78. William H. Branson, 1983. "A Model of Exchange-Rate Determination with Policy Reaction: Evidence from Monthly Data," NBER Working Papers 1135, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  79. Dieter Gerdesmeier & Barbara Roffia, 2004. "Empirical Estimates of Reaction Functions for the Euro Area," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 140(I), pages 37-66, March. [Downloadable!]
  80. Gema De Cabo Serrano, 1998. "¿Incorpora la contabilidad nacional trimestral de España información útil de indicadores?," Investigaciones Economicas, Fundación SEPI, vol. 22(2), pages 277-291, May. [Downloadable!]
  81. Clements, Michael P & Galvão, Ana Beatriz, 2006. "Macroeconomic Forecasting with Mixed Frequency Data : Forecasting US output growth and inflation," The Warwick Economics Research Paper Series (TWERPS) 773, University of Warwick, Department of Economics. [Downloadable!]
  82. Thomas Doan & Robert B. Litterman & Christopher A. Sims, 1986. "Forecasting and conditional projection using realistic prior distribution," Staff Report 93, Federal Reserve Bank of Minneapolis. [Downloadable!]
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  83. Keith R. Phillips, 2004. "A new monthly index of the Texas business cycle," Working Papers 04-01, Federal Reserve Bank of Dallas. [Downloadable!]
  84. Gonzalo Camba-Mendez & Ana Lamo, 2002. "Short-term monitoring of fiscal policy discipline," Working Paper Series 152, European Central Bank. [Downloadable!]
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  85. Proietti, Tommaso, 2008. "Estimation of Common Factors under Cross-Sectional and Temporal Aggregation Constraints: Nowcasting Monthly GDP and its Main Components," MPRA Paper 6860, University Library of Munich, Germany. [Downloadable!]
  86. Robert B. Litterman, 1984. "Specifying vector autoregressions for macroeconomic forecasting," Staff Report 92, Federal Reserve Bank of Minneapolis. [Downloadable!]
  87. Keith R. Phillips & Lucinda Vargas & Victor Zarnowitz, 1996. "New tools for analyzing the Texas economy: indexes of coincident and leading economic indicators," Economic and Financial Policy Review, Federal Reserve Bank of Dallas, issue Q II. [Downloadable!]
  88. Bernd Hayo, 1998. "Estimating a European Demand for Money," Macroeconomics 9811008, EconWPA. [Downloadable!]
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  89. Pablo Marshall, 1986. "Predicción de Inflación con Modelos de Series de Tiempo Múltiples," Cuadernos de Economía (Latin American Journal of Economics), Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 23(68), pages 101-118. [Downloadable!]
  90. Richard M. Todd, 1988. "Implementing Bayesian vector autoregressions," Working Papers 384, Federal Reserve Bank of Minneapolis. [Downloadable!]
  91. J. Isaac Miller, 2007. "Cointegrating Regressions with Messy Regressors: Missingness, Mixed Frequency, and Measurement Error," Working Papers 0722, Department of Economics, University of Missouri, revised 15 Apr 2009. [Downloadable!]
  92. Mark Wheeler & Susan Pozo, 1997. "Is the world economy more integrated today than a century ago?," Atlantic Economic Journal, International Atlantic Economic Society, vol. 25(2), pages 139-154, June. [Downloadable!] (restricted)
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This page was last updated on 2009-12-12.

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